Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19.03.2021 | 35.50% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 12'378 | 3'476 | 99.68% | 99.68% |
18.03.2021 | 12.79% | 0.07 | 0.08 | 500'000 | 100'000 | 499'053 | 100'000 | 37'821 | 8'586 | 80.67% | 80.67% |
17.03.2021 | 10.43% | 0.07 | 0.08 | 500'000 | 100'000 | 443'270 | 100'000 | 43'220 | 11'152 | 77.17% | 77.17% |
16.03.2021 | 6.23% | 0.18 | 0.19 | 280'000 | 100'000 | 326'299 | 100'000 | 50'664 | 17'025 | 94.21% | 94.21% |
15.03.2021 | 7.97% | 0.11 | 0.12 | 460'000 | 100'000 | 417'129 | 100'000 | 50'299 | 13'233 | 92.69% | 92.69% |
12.03.2021 | 5.93% | 0.13 | 0.14 | 390'000 | 100'000 | 310'178 | 100'000 | 50'699 | 17'806 | 99.79% | 99.79% |
11.03.2021 | 5.32% | 0.21 | 0.22 | 240'000 | 100'000 | 277'034 | 100'000 | 50'679 | 19'478 | 85.41% | 85.41% |
10.03.2021 | 6.96% | 0.15 | 0.16 | 340'000 | 100'000 | 366'241 | 100'000 | 50'772 | 15'048 | 84.53% | 84.53% |
09.03.2021 | 7.23% | 0.16 | 0.17 | 320'000 | 100'000 | 378'247 | 100'000 | 50'500 | 14'568 | 99.39% | 99.39% |